Greg Flynn, a spokesman for the Mississippi Emergency Management Agency, said five people were killed in Choctaw county, including two children. Four victims were in Yazoo county and one was in Holmes county.
At least four people had been brought to a triage centre at an old discount store parking lot, McArthur Straughter, the Yazoo City mayor, said.
Jim Pollard, a spokesman for American Medical Response ambulance service, said four patients from Yazoo county were airlifted and some 17 others were taken to hospitals.
"It's going to be a very difficult clean-up process for a very long time"
At least four people were in critical condition.
In Yazoo City, more than a dozen people were injured, some critically, roofs were torn off, homes wrecked, vehicles overturned and roads blocked by toppled trees on Saturday.
Jay Gray, a correspondent with the US network NBC, told Al Jazeera: "It is still very much an active emergency scene. Rescue teams are still working on the ground here through so much debris and devastation.
"It is hard to believe that these scenes of destruction stretch for miles and miles across five states at this point.
"It's going to be a very difficult clean-up process for a very long time."
Meanwhile, in Choctaw county in the north central part of the state, NBC reporter Kerry Sanders said the death toll could have been worse if the tornado had hit at night when people were asleep in their homes.
"The tornado stripped the bark off tree limbs, so you can see it was that powerful," he told Al Jazeera.
"The area is closed now. Emergency officials are trying to restore electricity. They are working on trying to make sure the debris fields are not dangerous so that when residents come back they don't step on debris that could cause harm."
Tornadoes were also reported in Louisiana, Arkansas and Alabama, and the severe weather continued to move eastward.
The weather hampered crews trying to clean up an oil spill after an explosion on an offshore oil rig caused the platform to sink this week off the coast of Louisiana.
The storms also damaged a tank at a chemical plant in Tallulah, causing a small nitrogen leak.